Related papers: Real Second Order Freeness and Haar Orthogonal Mat…
In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement…
Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…
Reference [1] established an index theory for a class of linear selfadjoint operator equations covering both second order linear Hamiltonian systems and first order linear Hamiltonian systems as special cases. In this paper based upon this…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…
Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…
Symplectic self-adjointness of Hamiltonian operator matrices is studied, which arises in symplectic elasticity and optimal control. For the cases of diagonal domain and off-diagonal domain, necessary and sufficient conditions are shown. The…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
We generalize the proof of Karamata's Theorem by the method of approximation by polynomials to the operator case. As a consequence, we offer a simple proof of \emph{uniform dual ergodicity} for a very large class of dynamical systems with…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
There is a natural left and right invariant Haar measure associated with the matrix groups GL${}_N(\mathbb R)$ and SL${}_N(\mathbb R)$ due to Siegel. For the associated volume to be finite it is necessary to truncate the groups by imposing…
This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of…
In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…
The completeness of the group classification of systems of two linear second-order ordinary differential equations with constant coefficients is delineated in the paper. The new cases extend what has been done in the literature. These cases…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…